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inflationtermstructure.hpp File Reference

Base classes for inflation term structures. More...

#include <ql/termstructures/yieldtermstructure.hpp>
#include <ql/termstructures/inflation/seasonality.hpp>
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Classes

class  QuantLib::InflationTermStructure
 Interface for inflation term structures. More...
class  QuantLib::YoYInflationTermStructure
 Base class for year-on-year inflation term structures. More...
class  QuantLib::ZeroInflationTermStructure
 Interface for zero inflation term structures. More...

Namespaces

namespace  QuantLib

Functions

std::pair< Date, Date > QuantLib::inflationPeriod (const Date &, Frequency)
 utility function giving the inflation period for a given date
Time QuantLib::inflationYearFraction (Frequency f, bool indexIsInterpolated, const DayCounter &dayCounter, const Date &d1, const Date &d2)

Detailed Description

Base classes for inflation term structures.

Definition in file inflationtermstructure.hpp.


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